Friday, October 5, 2018

Market Data: Week Ending October 5, 2018

Market Index/Data12/29/201710/5/2018Week ChangeSimple YTD
Dow Industrials Avg24,719.2226,447.05-11.266.99%
S&P 500 Index2,673.612,904.91-9.078.65%
Fed Funds Rate1.42%2.18%0.00%53.52%
10 yr T-note Yld2.40%3.23%0.18%34.58%
5 yr T-note Yld2.20%3.07%0.13%39.55%
5 yr TIPS - 'Real' Yld0.34%1.02%0.11%200.00%
Implied 5 yr Inflation %1.86%2.05%0.02%10.22%
2 yr T-note Yld1.89%2.88%-0.03%52.38%
2-10 Yr Slope0.51%0.35%0.21%-31.37%
90 day T-bill Yld1.39%2.23%0.04%60.43%
Gold ($/oz)$1,309.30$1,205.60$9.40-7.92%
WTI Oil ($/brl)$60.42$74.34$1.1423.04%
VIX "Worry Index"11.0414.822.7034.24%
NYSE Bullish % Index71.354.64-4.54-16.66





Credit Data  12/29/2017   10/5/2018Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.45%2.54%0.03%3.67%
SPDR High Yld Credit ETF Yield (JNK)6.09%5.50%0.07%-9.69%
Invest. Gr. to 10 yr T-Note Spread (x 10)50-690-150-740